| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1,879.6 |
1,867.8 |
-11.8 |
-0.6% |
1,894.3 |
| High |
1,879.7 |
1,870.9 |
-8.8 |
-0.5% |
1,906.9 |
| Low |
1,845.7 |
1,853.0 |
7.3 |
0.4% |
1,871.8 |
| Close |
1,865.9 |
1,856.4 |
-9.5 |
-0.5% |
1,879.6 |
| Range |
34.0 |
17.9 |
-16.1 |
-47.4% |
35.1 |
| ATR |
25.6 |
25.1 |
-0.6 |
-2.2% |
0.0 |
| Volume |
242,302 |
155,343 |
-86,959 |
-35.9% |
937,960 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,913.8 |
1,903.0 |
1,866.2 |
|
| R3 |
1,895.9 |
1,885.1 |
1,861.3 |
|
| R2 |
1,878.0 |
1,878.0 |
1,859.7 |
|
| R1 |
1,867.2 |
1,867.2 |
1,858.0 |
1,863.7 |
| PP |
1,860.1 |
1,860.1 |
1,860.1 |
1,858.3 |
| S1 |
1,849.3 |
1,849.3 |
1,854.8 |
1,845.8 |
| S2 |
1,842.2 |
1,842.2 |
1,853.1 |
|
| S3 |
1,824.3 |
1,831.4 |
1,851.5 |
|
| S4 |
1,806.4 |
1,813.5 |
1,846.6 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,991.4 |
1,970.6 |
1,898.9 |
|
| R3 |
1,956.3 |
1,935.5 |
1,889.3 |
|
| R2 |
1,921.2 |
1,921.2 |
1,886.0 |
|
| R1 |
1,900.4 |
1,900.4 |
1,882.8 |
1,893.3 |
| PP |
1,886.1 |
1,886.1 |
1,886.1 |
1,882.5 |
| S1 |
1,865.3 |
1,865.3 |
1,876.4 |
1,858.2 |
| S2 |
1,851.0 |
1,851.0 |
1,873.2 |
|
| S3 |
1,815.9 |
1,830.2 |
1,869.9 |
|
| S4 |
1,780.8 |
1,795.1 |
1,860.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,906.2 |
1,845.7 |
60.5 |
3.3% |
25.1 |
1.4% |
18% |
False |
False |
203,196 |
| 10 |
1,912.3 |
1,845.7 |
66.6 |
3.6% |
27.0 |
1.5% |
16% |
False |
False |
200,904 |
| 20 |
1,919.2 |
1,845.7 |
73.5 |
4.0% |
24.5 |
1.3% |
15% |
False |
False |
166,326 |
| 40 |
1,919.2 |
1,756.8 |
162.4 |
8.7% |
24.0 |
1.3% |
61% |
False |
False |
94,253 |
| 60 |
1,919.2 |
1,679.4 |
239.8 |
12.9% |
23.6 |
1.3% |
74% |
False |
False |
63,869 |
| 80 |
1,919.2 |
1,678.4 |
240.8 |
13.0% |
24.9 |
1.3% |
74% |
False |
False |
48,622 |
| 100 |
1,919.2 |
1,678.4 |
240.8 |
13.0% |
24.9 |
1.3% |
74% |
False |
False |
39,224 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.8% |
25.5 |
1.4% |
61% |
False |
False |
32,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,947.0 |
|
2.618 |
1,917.8 |
|
1.618 |
1,899.9 |
|
1.000 |
1,888.8 |
|
0.618 |
1,882.0 |
|
HIGH |
1,870.9 |
|
0.618 |
1,864.1 |
|
0.500 |
1,862.0 |
|
0.382 |
1,859.8 |
|
LOW |
1,853.0 |
|
0.618 |
1,841.9 |
|
1.000 |
1,835.1 |
|
1.618 |
1,824.0 |
|
2.618 |
1,806.1 |
|
4.250 |
1,776.9 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,862.0 |
1,876.0 |
| PP |
1,860.1 |
1,869.4 |
| S1 |
1,858.3 |
1,862.9 |
|